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Trade: ALGO/USDT/60/DCL/HWMA/6339

Strategy
ALGO/USDT/60/DCL/HWMA/6339
Pair
ALGO_USDT
Interval
1h
Score
320616
Daily Profit
0.240131
Profit Factor
1.683185
Profitability
43.262411
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 08:28
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 250125.6842 214972.7645 35152.9197 106319.9749 72367.2974 33952.6775
Total P&L (%) 250.1257 214.9728 35.1529 106.32 72.3673 33.9527
Avg Daily Profit (%) 0.2401 0.2064 0.0337 0.0696 0.0523 0.0281
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74089 -78092 -9181 -130952 -132707 -21230
Profit Factor 1.6832 1.6873 1.6593 1.2008 1.1622 1.4077
Total Trades 141 70 71 141 70 71
Winning Trades 61 21 40 61 21 40
Losing Trades 80 49 31 80 49 31
Profitability (%) 43.2624 30 56.338 43.2624 30 56.338
Ratio Avg Win / Avg Loss 2.2075 3.9369 1.286 1.5748 2.7118 1.091
Largest Winning Trade 220096 220096 7012 179236 179236 8587
Largest Losing Trade -21549 -21549 -9181 -49133 -49133 -15517
Avg Bars in Trades 169 334 7 169 334 7
Avg Bars in Winners 186 529 6 186 529 6
Avg Bars in Losers 156 251 7 156 251 7
Bars Traded 23940 23440 500 23940 23440 500
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320616 -91363 -234011 -101723 -266349 -242981

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669471200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758864519091,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.17111,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            250125.6841513101,
            214972.7644617468,
            35152.9196895635,
            106319.9748578394,
            72367.2973622851,
            33952.6774955544
        ],
        [
            250.125684,
            214.972764,
            35.15292,
            106.319975,
            72.367297,
            33.952677
        ],
        [
            0.240131,
            0.206383,
            0.033748,
            0.069556,
            0.052284,
            0.028068
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74089,
            -78092,
            -9181,
            -130952,
            -132707,
            -21230
        ],
        [
            1.683185,
            1.687255,
            1.659307,
            1.200793,
            1.162179,
            1.407684
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            61,
            21,
            40,
            61,
            21,
            40
        ],
        [
            80,
            49,
            31,
            80,
            49,
            31
        ],
        [
            43.262411,
            30,
            56.338028,
            43.262411,
            30,
            56.338028
        ],
        [
            2.207456,
            3.936929,
            1.285963,
            1.574811,
            2.711751,
            1.090955
        ],
        [
            220096,
            220096,
            7012,
            179236,
            179236,
            8587
        ],
        [
            -21549,
            -21549,
            -9181,
            -49133,
            -49133,
            -15517
        ],
        [
            169,
            334,
            7,
            169,
            334,
            7
        ],
        [
            186,
            529,
            6,
            186,
            529,
            6
        ],
        [
            156,
            251,
            7,
            156,
            251,
            7
        ],
        [
            23940,
            23440,
            500,
            23940,
            23440,
            500
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320616,
            -91363,
            -234011,
            -101723,
            -266349,
            -242981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669471200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758864519091,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.17111,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)